+2,229.7%
NVO vs VWO
+320.5%
+1,909.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.4% |
| 7D | -7.6% | -1.8% | -5.8% | -6.8% |
| 30D | -6.0% | -0.1% | -5.9% | -5.9% |
| 3M | -0.8% | +2.2% | -3.0% | -2.1% |
| 6M | +16.5% | +8.8% | +7.7% | +11.7% |
| YTD | -11.1% | +12.4% | -23.5% | -15.8% |
| 1Y | -16.7% | +15.6% | -32.3% | -22.0% |
| 3Y | -52.9% | +62.5% | -115.4% | -62.1% |
| 5Y | -3.0% | +34.3% | -37.2% | -15.9% |
| 10Y | +147.1% | +114.8% | +32.3% | +70.8% |
| All | +2,229.7% | +320.5% | +1,909.2% | +1,036.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VWO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling